Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains
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arXiv
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| Main Authors: | Arnaudon, Marc, Chassagneux, Jean-François, Nadtochiy, Sergey, Richou, Adrien |
|---|---|
| Format: | Preprint |
| Published: |
2025
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| Online Access: | |
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